+432.4%
FAST vs GLDM
+219.1%
+213.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +2.1% | +4.7% | -2.6% | +1.9% |
| 30D | +6.9% | -0.9% | +7.7% | +6.9% |
| 3M | +4.8% | -4.3% | +9.1% | +5.0% |
| 6M | +19.8% | -13.4% | +33.2% | +20.6% |
| YTD | +34.9% | -5.8% | +40.7% | +35.4% |
| 1Y | +32.8% | +2.1% | +30.7% | +33.0% |
| 3Y | +93.7% | +105.0% | -11.3% | +86.7% |
| 5Y | +105.3% | +122.5% | -17.2% | +94.9% |
| All | +432.4% | +219.1% | +213.3% | +474.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling